Narrow search
Showing 1 - 10 of 13
Cover Image
When is nonfundamentalness in VARs a real problem? : an application to news shocks
Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2015
Persistent link: https://www.econbiz.de/10011347432
Cover Image
A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2013
Persistent link: https://www.econbiz.de/10010243713
Cover Image
Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
Cover Image
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric; Miller, J. Isaac - 2013
Persistent link: https://www.econbiz.de/10010394161
Cover Image
Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401
Cover Image
Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10010206904
Cover Image
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan; Ghysels, Eric - 2017
Persistent link: https://www.econbiz.de/10011715555
Cover Image
Downside risk in the Chinese stock market : has it fundamentally changed?
Ghysels, Eric; Liu, Hanwei - 2017
Persistent link: https://www.econbiz.de/10011715559
Cover Image
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - 2017
Persistent link: https://www.econbiz.de/10011717009
Cover Image
Is industrial production still the dominant factor for the US economy?
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2017
Persistent link: https://www.econbiz.de/10011731242